Description Usage Arguments Value Author(s) References
Determines the smoothing paramter in the penalized spline regression.
1 |
t |
Time series observation times. |
y |
Time series response values. |
x |
Design matrix from the penalized spline regression. |
d |
Diagonal matrix used to constrain the linear model. This is a type of Ridge regression. |
Returns the smoothing parameter lambda for the penalized spline regression.
Kyle A. Caudle
D. Ruppert, M. P. Wand and R. J. Carroll, Semiparametric Regression. New York, NY: Cambidge University Press, 2003.
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